Improved prediction of extreme ENSO events using an artificial neural network with weighted loss functions

The El Nino-Southern Oscillation (ENSO) causes a wide array of abnormal climates and extreme events, including severe droughts and floods, which have a major impact on humanity. With the development of artificial neural network techniques, various attempts are being made to predict ENSO more accurately. However, there are still limitations in accurately predicting ENSO beyond 6 months, especially for abnormal years with less frequent but greater impact, such as strong El Nino or La Nina, mainly due to insufficient and imbalanced training data. Here, we propose a new weighted loss function to improve ENSO prediction for abnormal years, in which the original (vanilla) loss function is multiplied by the weight function that relatively reduces the weight of high-frequency normal events. The new method applied to recurrent neural networks shows significant improvement in ENSO predictions for all lead times from 1 month to 12 months compared to using the vanilla loss function; in particular, the longer the prediction lead time, the greater the prediction improvement. This method can be applied to a variety of other extreme weather and climate events of low frequency but high impact.